Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.552 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47404.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46006.12 Kr¶

PnL: ---------------------------------------> -882.45 Kr¶

DD now: ---------------------------------> -2.521 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:44:37.993697'

Anic Portfolio¶

Today¶

Return: -0.259 %¶

This Week¶

Return: -0.259 %¶

Total¶

Return: 55.189 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.490000 768.400000 95.400000 14.180000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.150000 3520.020000 66.020000 1.910000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.820000 388.700000 33.700000 9.490000 355.000000
Resurs Holding 22 -1.370000 601.700000 27.700000 4.830000 573.999998
SAAB B 8 -0.490000 3403.200000 26.200000 0.780000 3377.000000
AcadeMedia 12 0.540000 582.480000 25.480000 4.570000 557.000004
Swedbank A 3 -0.360000 587.250000 23.250000 4.120000 564.000000
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.460000 540.000000 13.000000 2.470000 527.000000
Corem Property Group B 59 -4.620000 585.280000 8.280000 1.440000 576.999999
Securitas B 6 -1.730000 577.800000 7.800000 1.370000 570.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.290000 528.400000 -3.600000 -0.680000 532.000000
Handelsbanken A 5 0.190000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.440000 565.110000 -17.890000 -3.070000 582.999984
Boozt 12 -2.230000 1633.200000 -20.800000 -1.260000 1653.999996
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
Essity B 2 0.970000 539.600000 -34.400000 -5.990000 574.000000
CTEK 13 -2.930000 494.650000 -39.350000 -7.370000 533.999999
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.560000 3801.000000 -49.000000 -1.270000 3850.000000
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 1.250000 1463.400000 -200.600000 -12.060000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 -2.060000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46006.120000 -882.450000 -2.52057% 46888.564618

Updated:¶

'2023-01-30 10:44:50.867811'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶